Peter Luger for steaks. Not cheap but absolutely worth it. Try and go for lunch. It may one of the only places in the world that can match the appetite of two growing boys. They slice the (cooked) steak at the table for you, place it on your plate and then spoon some of the rendered fat over the meat. Amazing. But be warned, their idea of a salad is sliced tomatoes covered in...steak sauce.

My main tip would be to hunt lunch time specials, there was a great Thai we went to near the natural history museum. We tended to have a big meal at lunch and then snack on the evening, as it was much cheaper.